-----------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\kh_2009pa_replication.l
> og
  log type:  text
 opened on:   8 Jun 2023, 18:27:56

. 
. * global command
. global data "C:\Users\arthu\Dropbox\research\mte_at\codes\replication\data"

. global merge1_1 "C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results"

. 
. ******************************************************************************
. * compute: replicate regression results (LATE results) in the paper
. * replicate Table F1: Replicated LATE Estimates in Kern and Hainmueller (2009)
. ******************************************************************************
. 
. use "$data\kh_2009pa_cleaned.dta", clear

. 
. * global variables
. global communism lenin_kh east_ger_kh poli_pow_kh

. global communism_b lenin east_ger poli_pow

. global limit_cov age gender father_occ mother_occ

. global full_cov age gender father_occ mother_occ marital numb_child educ prof_quali inc employ

. 
. * compute: table 3 (drop missing values on y, t, and z; results are qualitatively similar)
. foreach var of varlist $communism{
  2.   
.   * compute: LATE
.   ivreg2 `var' (treatment = iv)
  3.   outreg2 using "$merge1_1\table_f1_panel_a.xls", append
  4. 
. }

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     3023
                                                      F(  1,  3021) =     6.04
                                                      Prob > F      =   0.0140
Total (centered) SS     =  2268.325504                Centered R2   =  -0.0080
Total (uncentered) SS   =        24419                Uncentered R2 =   0.9064
Residual SS             =  2286.378986                Root MSE      =    .8697

------------------------------------------------------------------------------
    lenin_kh |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   treatment |   .1445638   .0587967     2.46   0.014     .0293243    .2598033
       _cons |   2.584826   .0521137    49.60   0.000     2.482685    2.686967
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):        1666.216
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             3709.978
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
------------------------------------------------------------------------------
Sargan statistic (overidentification test of all instruments):           0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         treatment
Excluded instruments: iv
------------------------------------------------------------------------------
C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_f1_panel_a.xls
dir : seeout

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     3023
                                                      F(  1,  3021) =    18.95
                                                      Prob > F      =   0.0000
Total (centered) SS     =  1682.547139                Centered R2   =  -0.0128
Total (uncentered) SS   =        28668                Uncentered R2 =   0.9406
Residual SS             =  1704.043269                Root MSE      =    .7508

------------------------------------------------------------------------------
 east_ger_kh |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   treatment |   .2210497   .0507597     4.35   0.000     .1215624     .320537
       _cons |   2.801078   .0449903    62.26   0.000     2.712899    2.889258
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):        1666.216
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             3709.978
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
------------------------------------------------------------------------------
Sargan statistic (overidentification test of all instruments):           0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         treatment
Excluded instruments: iv
------------------------------------------------------------------------------
C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_f1_panel_a.xls
dir : seeout

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     3023
                                                      F(  1,  3021) =     8.22
                                                      Prob > F      =   0.0042
Total (centered) SS     =  1786.404234                Centered R2   =  -0.0068
Total (uncentered) SS   =        23748                Uncentered R2 =   0.9243
Residual SS             =   1798.62757                Root MSE      =    .7714

------------------------------------------------------------------------------
 poli_pow_kh |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   treatment |   .1495387   .0521494     2.87   0.004     .0473276    .2517497
       _cons |   2.569047    .046222    55.58   0.000     2.478453     2.65964
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):        1666.216
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             3709.978
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
------------------------------------------------------------------------------
Sargan statistic (overidentification test of all instruments):           0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         treatment
Excluded instruments: iv
------------------------------------------------------------------------------
C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_f1_panel_a.xls
dir : seeout

. 
. ******************************************************************************
. * compute: extending regression results in the paper with binary outcome
. * replicate Table F1: Replicated LATE Estimates in Kern and Hainmueller (2009)
. ******************************************************************************
. 
. * compute: tsls with binary outcome
.  foreach var of varlist $communism_b{
  2.   
.   * compute: LATE
.   ivreg2 `var' (treatment = iv)
  3.   outreg2 using "$merge1_1\table_f1_panel_b.xls", append
  4. 
. }

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     3023
                                                      F(  1,  3021) =     4.59
                                                      Prob > F      =   0.0322
Total (centered) SS     =  687.4171353                Centered R2   =  -0.0063
Total (uncentered) SS   =         1966                Uncentered R2 =   0.6482
Residual SS             =  691.7298481                Root MSE      =    .4784

------------------------------------------------------------------------------
       lenin |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   treatment |   .0693402   .0323405     2.14   0.032     .0059538    .1327265
       _cons |   .5917878   .0286646    20.65   0.000     .5356062    .6479695
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):        1666.216
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             3709.978
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
------------------------------------------------------------------------------
Sargan statistic (overidentification test of all instruments):           0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         treatment
Excluded instruments: iv
------------------------------------------------------------------------------
C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_f1_panel_b.xls
dir : seeout

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     3023
                                                      F(  1,  3021) =    12.30
                                                      Prob > F      =   0.0005
Total (centered) SS     =  495.1955012                Centered R2   =  -0.0075
Total (uncentered) SS   =         2399                Uncentered R2 =   0.7920
Residual SS             =  498.8849729                Root MSE      =    .4062

------------------------------------------------------------------------------
    east_ger |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   treatment |   .0963702    .027465     3.51   0.000     .0425399    .1502006
       _cons |   .7121954   .0243432    29.26   0.000     .6644836    .7599073
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):        1666.216
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             3709.978
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
------------------------------------------------------------------------------
Sargan statistic (overidentification test of all instruments):           0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         treatment
Excluded instruments: iv
------------------------------------------------------------------------------
C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_f1_panel_b.xls
dir : seeout

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     3023
                                                      F(  1,  3021) =     4.90
                                                      Prob > F      =   0.0269
Total (centered) SS     =  668.5246444                Centered R2   =  -0.0036
Total (uncentered) SS   =         2025                Uncentered R2 =   0.6687
Residual SS             =   670.945268                Root MSE      =    .4711

------------------------------------------------------------------------------
    poli_pow |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   treatment |   .0705274    .031851     2.21   0.027     .0081007    .1329542
       _cons |   .6103022   .0282307    21.62   0.000      .554971    .6656333
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):        1666.216
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             3709.978
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
------------------------------------------------------------------------------
Sargan statistic (overidentification test of all instruments):           0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         treatment
Excluded instruments: iv
------------------------------------------------------------------------------
C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_f1_panel_b.xls
dir : seeout

. 
. ***********************************************************************
. * replicate Table H1: Summary Statistics in Kern and Hainmueller (2009)
. ***********************************************************************
. 
. asdoc sum $communism_b treatment iv $limit_cov, ///
>   save($merge1_1\table_h1.doc)

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
       lenin |      3,023    .6503473    .4769391          0          1
    east_ger |      3,023    .7935825    .4048006          0          1
    poli_pow |      3,023    .6698644    .4703395          0          1
   treatment |      3,023    .8445253    .3624166          0          1
          iv |      3,023    .7899438    .4074157          0          1
-------------+---------------------------------------------------------
         age |      3,023    23.17003    6.316666         15         50
      gender |      3,023    1.472709    .4993373          1          2
  father_occ |      3,023    3.810453    1.182319          1          6
  mother_occ |      3,023    3.300364    1.136203          1          6

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
       lenin |      3,023    .6503473    .4769391          0          1

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
    east_ger |      3,023    .7935825    .4048006          0          1

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
    poli_pow |      3,023    .6698644    .4703395          0          1

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
   treatment |      3,023    .8445253    .3624166          0          1

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
          iv |      3,023    .7899438    .4074157          0          1

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
         age |      3,023    23.17003    6.316666         15         50

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
      gender |      3,023    1.472709    .4993373          1          2

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
  father_occ |      3,023    3.810453    1.182319          1          6

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
  mother_occ |      3,023    3.300364    1.136203          1          6
Click to Open File:  C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\table_h1.doc

. 
. ****************
. * close log file
. ****************
. 
. log close
      name:  <unnamed>
       log:  C:\Users\arthu\Dropbox\research\mte_at\codes\replication\results\kh_2009pa_replication.l
> og
  log type:  text
 closed on:   8 Jun 2023, 18:27:58
-----------------------------------------------------------------------------------------------------
